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If I'm correct, my understanding of correlation is if set at period 21
it only compares today with a bar 21 bars back. I wanted every bar
checked from -21 to today so I entered:
Periods1=Ref(C,-1)AND Ref(C,-2) AND Ref(C,-3)AND Ref(C,-4)AND
Ref(C,-5) AND Ref(C,-6);
Periods2=Ref(C,-13) AND Ref(C,-14)AND Ref(C,-15)AND Ref(C,-16)AND
Ref(C,-17)AND Ref(C,-18);
R1=Correlation(P,C,Periods1)^2;
R2=Correlation(P,C,Periods2)^2;
Naturally it didn't like it. Is there a way I could have every bar
compared for the periods set?
TIA,
Dominick
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